I try to remember that feelings just "are" and they are there to provide helpful information of what's going on with me. I use to try to get rid of the unpleasant/sad ones but then I thought about it and would ask myself, "How would you rather feel in this situation?" and I don't want to be laughing at funerals or anything?

If I'm scared/anxious I look at the situation, see what exactly is worrying/scaring me and what I can do to better prepare or have things go better the "next" time, etc.